+11,573.1%
COST vs CAH
+14,635.5%
-3,062.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | +1.2% | -6.5% | -5.6% |
| 3M | -6.7% | +13.1% | -19.8% | -9.4% |
| 6M | -9.9% | +8.5% | -18.4% | -11.9% |
| YTD | +5.1% | +17.6% | -12.5% | +0.6% |
| 1Y | -7.3% | +60.7% | -67.9% | -17.9% |
| 3Y | +70.4% | +183.2% | -112.8% | +30.7% |
| 5Y | +104.4% | +402.2% | -297.8% | +35.6% |
| 10Y | +609.0% | +302.3% | +306.7% | +367.4% |
| All | +11,573.1% | +14,635.5% | -3,062.4% | +2,949.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling